The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 703 | 580,000 | PRN | SOLE | 580,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 30,944 | 31,316,000 | PRN | SOLE | 31,316,000 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 23,015 | 22,929,000 | PRN | SOLE | 22,929,000 | 0 | 0 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 1,832 | 1,100,000 | PRN | SOLE | 1,100,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 32,406 | 31,048,000 | PRN | SOLE | 31,048,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 13,415 | 12,025,000 | PRN | SOLE | 12,025,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 14,458 | 12,450,000 | PRN | SOLE | 12,450,000 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS I | NOTE 1.375% 1/0 | 111621AQ1 | 10,373 | 10,518,000 | PRN | SOLE | 10,518,000 | 0 | 0 | ||
BROOKDALE SR LIVING INC | NOTE 2.750% 6/1 | 112463AA2 | 21,404 | 21,827,000 | PRN | SOLE | 21,827,000 | 0 | 0 | ||
CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 20,919 | 20,763,000 | PRN | SOLE | 20,763,000 | 0 | 0 | ||
CEPHEID | DBCV 1.250% 2/0 | 15670RAC1 | 19,826 | 22,740,000 | PRN | SOLE | 22,740,000 | 0 | 0 | ||
CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 7,002 | 7,484,000 | PRN | SOLE | 7,484,000 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 24,354 | 21,793,000 | PRN | SOLE | 21,793,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 11,345 | 10,450,000 | PRN | SOLE | 10,450,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 14,534 | 13,744,000 | PRN | SOLE | 13,744,000 | 0 | 0 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 7,747 | 8,160,000 | PRN | SOLE | 8,160,000 | 0 | 0 | ||
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 31,991 | 29,776,000 | PRN | SOLE | 29,776,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 7,011 | 7,747,000 | PRN | SOLE | 7,747,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 6,872 | 5,966,000 | PRN | SOLE | 5,966,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 11,356 | 12,804,000 | PRN | SOLE | 12,804,000 | 0 | 0 | ||
HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 16,954 | 13,194,000 | PRN | SOLE | 13,194,000 | 0 | 0 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 19,068 | 18,683,000 | PRN | SOLE | 18,683,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 1,004 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 21,405 | 21,870,000 | PRN | SOLE | 21,870,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 1.625%12/1 | 457985AK5 | 21,728 | 14,277,000 | PRN | SOLE | 14,277,000 | 0 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118AB2 | 9,095 | 9,400,000 | PRN | SOLE | 9,400,000 | 0 | 0 | ||
INTEL CORP | SDCV 12/1 | 458140AD2 | 22,283 | 17,199,000 | PRN | SOLE | 17,199,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 27,578 | 26,533,000 | PRN | SOLE | 26,533,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 20,593 | 19,145,000 | PRN | SOLE | 19,145,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 20,569 | 20,416,000 | PRN | SOLE | 20,416,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 28,342 | 24,712,000 | PRN | SOLE | 24,712,000 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 28,962 | 26,601,000 | PRN | SOLE | 26,601,000 | 0 | 0 | ||
MERITOR INC | NOTE 7.875% 3/0 | 59001KAC4 | 3,252 | 2,884,000 | PRN | SOLE | 2,884,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 25,350 | 22,799,000 | PRN | SOLE | 22,799,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 17,797 | 16,318,000 | PRN | SOLE | 16,318,000 | 0 | 0 | ||
NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 17,677 | 15,943,000 | PRN | SOLE | 15,943,000 | 0 | 0 | ||
NETSUITE INC | NOTE 0.250% 6/0 | 64118QAB3 | 728 | 740,000 | PRN | SOLE | 740,000 | 0 | 0 | ||
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 17,984 | 16,039,000 | PRN | SOLE | 16,039,000 | 0 | 0 | ||
NOMURA AMER FIN LLC | MTNF 0.125% 1/2 | 65539ACG3 | 1,254 | 1,100,000 | PRN | SOLE | 1,100,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.750% 7/0 | 670704AC9 | 1,273 | 870,000 | PRN | SOLE | 870,000 | 0 | 0 | ||
NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 3,612 | 1,547,000 | PRN | SOLE | 1,547,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 22,100 | 20,240,000 | PRN | SOLE | 20,240,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 20,387 | 22,684,000 | PRN | SOLE | 22,684,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 6,122 | 4,785,000 | PRN | SOLE | 4,785,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 9,934 | 9,787,000 | PRN | SOLE | 9,787,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 24,958 | 21,196,000 | PRN | SOLE | 21,196,000 | 0 | 0 | ||
PROOFPOINT INC | NOTE 1.250%12/1 | 743424AB9 | 8,815 | 5,261,000 | PRN | SOLE | 5,261,000 | 0 | 0 | ||
PROOFPOINT INC | DBCV 0.750% 6/1 | 743424AD5 | 24,217 | 22,462,000 | PRN | SOLE | 22,462,000 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 14,363 | 11,797,000 | PRN | SOLE | 11,797,000 | 0 | 0 | ||
ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 20,649 | 19,208,000 | PRN | SOLE | 19,208,000 | 0 | 0 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 1,153 | 990,000 | PRN | SOLE | 990,000 | 0 | 0 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 17,317 | 16,260,000 | PRN | SOLE | 16,260,000 | 0 | 0 | ||
RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764AS2 | 4,688 | 5,037,000 | PRN | SOLE | 5,037,000 | 0 | 0 | ||
RYLAND GROUP INC | NOTE 1.625% 5/1 | 783764AQ6 | 20,457 | 15,897,000 | PRN | SOLE | 15,897,000 | 0 | 0 | ||
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 15,221 | 11,759,000 | PRN | SOLE | 11,759,000 | 0 | 0 | ||
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 13,460 | 12,045,000 | PRN | SOLE | 12,045,000 | 0 | 0 | ||
SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 12,553 | 12,608,000 | PRN | SOLE | 12,608,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 18,912 | 17,501,000 | PRN | SOLE | 17,501,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 34,200 | 32,669,000 | PRN | SOLE | 32,669,000 | 0 | 0 | ||
STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 10,499 | 9,480,000 | PRN | SOLE | 9,480,000 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 10,691 | 10,751,000 | PRN | SOLE | 10,751,000 | 0 | 0 | ||
TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 11,022 | 12,384,000 | PRN | SOLE | 12,384,000 | 0 | 0 | ||
TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 14,474 | 17,504,000 | PRN | SOLE | 17,504,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 10,159 | 8,075,000 | PRN | SOLE | 8,075,000 | 0 | 0 | ||
TIVO INC | NOTE 2.000%10/0 | 888706AF5 | 6,806 | 6,936,000 | PRN | SOLE | 6,936,000 | 0 | 0 | ||
TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 23,352 | 23,738,000 | PRN | SOLE | 23,738,000 | 0 | 0 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 28,090 | 31,386,000 | PRN | SOLE | 31,386,000 | 0 | 0 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 23,749 | 25,938,000 | PRN | SOLE | 25,938,000 | 0 | 0 | ||
VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 13,406 | 13,576,000 | PRN | SOLE | 13,576,000 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 6,557 | 6,019,000 | PRN | SOLE | 6,019,000 | 0 | 0 | ||
WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 16,665 | 18,028,000 | PRN | SOLE | 18,028,000 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 428 | 388,000 | PRN | SOLE | 388,000 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 610 | 479,000 | PRN | SOLE | 479,000 | 0 | 0 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 1,114 | 610,000 | PRN | SOLE | 610,000 | 0 | 0 | ||
WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387AL6 | 7,103 | 8,920,000 | PRN | SOLE | 8,920,000 | 0 | 0 | ||
WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 17,916 | 16,068,000 | PRN | SOLE | 16,068,000 | 0 | 0 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 18,856 | 20,524,000 | PRN | SOLE | 20,524,000 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332AF3 | 19,725 | 19,774,000 | PRN | SOLE | 19,774,000 | 0 | 0 |